Being an open beach to the Atlantic Ocean, there are strong streams if you dare to swimm far from the coast. There won't be much trouble if you go in summer, as there are lifeguards all along the beach, but if you swimm off season, be very careful.
I can tell you that as I wasn't, and had some trouble once. I was swimming away from the coast and suddenly realized I couldn't return, no matter how hard I tried. I started hauling with my hands but nobody seemed to notice, maybe they thought I was saying hello to someone. Fortunately, my brother thought I was taking an extremely long bath and saw me asking for help. He swimmed in but when he reached me he couldn't go out either!! So we needed a 3rd man help, and luckily he finally could help us out!!
In this area of Spain blows from time to time a very strong wind called Levante, that`s why it is windsurfer`s paradise.
If this happens, you should avoid going to Conil beach, it`s so windy that you can`t bear it there. Instead try the bay of Roche.
if you travel with a madness of the sunsets... you will be running to the beach at the hours of the sunsets....
But I guess even if I complain I loe to go too, thanks good he is to lazy to wake up early for sunrises ;-)
Conil is a brilliant place to stay, full of great food, wonderful people and a lovely atmosphere. However, as with quite a lot of small coastal towns, the youth are stuck with 8-9 months of very little to do. Combine this with drug trafficking from North Africa and you can see what has happened.
Cannabis (hash) is sold openly in the street, especially in the area of the nightclubs and bars. The dealers have been known to occaisionally stab each other, but I've not heard or seen any violence directed towards tourists. "Chocolate" is a cry you'll hear often.
Cocaine use also occurs, although not as openly. About 40km away in Zahara de los Atunes, other more addictive drugs such as heroin are the drugs of choice and I've been with 2 different people who've been robbed at knife point for their belongings.
Basically, as long as you're sensible about your money and belongings, you'll have a great time. But be wary!